+606.1%
COST vs AWK
+132.0%
+474.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -1.2% | -2.1% | +0.9% | -0.5% |
| 30D | -4.7% | +2.1% | -6.8% | -5.4% |
| 3M | -7.1% | +11.4% | -18.5% | -10.5% |
| 6M | -8.5% | +3.9% | -12.5% | -9.9% |
| YTD | +5.4% | +7.7% | -2.3% | +2.4% |
| 1Y | -5.6% | +1.3% | -6.9% | -6.6% |
| 3Y | +68.5% | +7.2% | +61.3% | +60.1% |
| 5Y | +105.2% | -17.0% | +122.2% | +113.0% |
| All | +606.1% | +132.0% | +474.1% | +424.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling